Package net.finmath.smartcontract.product.xml

Class Stub

java.lang.Object

net.finmath.smartcontract.product.xml.StubValue

net.finmath.smartcontract.product.xml.Stub

public class Stub
extends StubValue

A type defining how a stub calculation period amount is calculated and the start and end date of the stub. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified.

Java class for Stub complex type.

The following schema fragment specifies the expected content contained within this class.

 <complexType name="Stub">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}StubValue">
       <sequence>
         <element name="stubStartDate" type="{http://www.fpml.org/FpML-5/confirmation}AdjustableOrRelativeDate" minOccurs="0"/>
         <element name="stubEndDate" type="{http://www.fpml.org/FpML-5/confirmation}AdjustableOrRelativeDate" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected AdjustableOrRelativeDate	stubEndDate
protected AdjustableOrRelativeDate	stubStartDate

Fields inherited from class net.finmath.smartcontract.product.xml.StubValue

floatingRate, stubAmount, stubRate

Constructor Summary

Constructors

Constructor	Description
Stub()

Method Summary

Modifier and Type	Method	Description
AdjustableOrRelativeDate	getStubEndDate()	Gets the value of the stubEndDate property.
AdjustableOrRelativeDate	getStubStartDate()	Gets the value of the stubStartDate property.
void	setStubEndDate(AdjustableOrRelativeDate value)	Sets the value of the stubEndDate property.
void	setStubStartDate(AdjustableOrRelativeDate value)	Sets the value of the stubStartDate property.

Methods inherited from class net.finmath.smartcontract.product.xml.StubValue

getFloatingRate, getStubAmount, getStubRate, setStubAmount, setStubRate

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

stubStartDate

protected AdjustableOrRelativeDate stubStartDate

stubEndDate

protected AdjustableOrRelativeDate stubEndDate

Constructor Details

Stub

public Stub()

Method Details

getStubStartDate

public AdjustableOrRelativeDate getStubStartDate()

Gets the value of the stubStartDate property.

Returns:

possible object is AdjustableOrRelativeDate

setStubStartDate

public void setStubStartDate(AdjustableOrRelativeDate value)

Sets the value of the stubStartDate property.

Parameters:

value - allowed object is AdjustableOrRelativeDate

getStubEndDate

public AdjustableOrRelativeDate getStubEndDate()

Gets the value of the stubEndDate property.

Returns:

possible object is AdjustableOrRelativeDate

setStubEndDate

public void setStubEndDate(AdjustableOrRelativeDate value)

Sets the value of the stubEndDate property.

Parameters:

value - allowed object is AdjustableOrRelativeDate